Take a Hankel contour around the positive real axis, going from infinity on its lower side toward a circle of radius , clockwise around that circle, then out along the upper side. Use and defineThis is an entire function of : the small circle stays away from zero and the pole at , while the exponentially decaying rays converge uniformly for in compact subsets. Contour deformation shows independence of . For , let . The upper ray contributes , the lower ray contributes , and the small-circle contribution vanishes. Thus the analytic continuation isThe only apparent singularities are at integers. At the nonnegative integers they are removable because the original integral is holomorphic throughout . Hence singularities can occur only at .
In fact all of those points are simple poles. At the two rays cancel and the clockwise circle gives , whereSince the denominator has derivative at each integer, the residue at is . The parameter has been called consistently; the final use of for this parameter in the printed question is harmless notation.
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